+227.4%
SIMO vs FIVN
-55.1%
+282.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.7% | +3.0% | +5.4% |
| 7D | -8.2% | -19.3% | +11.1% | -6.3% |
| 30D | -34.6% | -20.7% | -13.9% | -33.1% |
| 3M | -32.6% | -15.1% | -17.6% | -31.9% |
| 6M | -31.8% | +30.6% | -62.5% | -36.7% |
| YTD | +87.6% | +44.0% | +43.6% | +66.5% |
| 1Y | +86.7% | +45.5% | +41.2% | +64.9% |
| 3Y | +227.4% | -52.8% | +280.2% | +225.0% |
| All | +227.4% | -55.1% | +282.6% | +225.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVN.
Daily Out/Under-Performance
Portfolio return minus FIVN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FIVN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling